+72.8%
HCA vs ET
+241.8%
-169.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +3.0% | +2.9% | +0.1% | +2.3% |
| 3M | +13.0% | +16.8% | -3.8% | +8.9% |
| 6M | -20.3% | +18.9% | -39.1% | -23.7% |
| YTD | -8.2% | +37.7% | -45.9% | -15.5% |
| 1Y | +6.7% | +32.4% | -25.7% | -0.9% |
| 3Y | +60.4% | +99.5% | -39.1% | +26.2% |
| All | +72.8% | +241.8% | -169.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling